+2,894.9%
DXCM vs HUM
+1,253.5%
+1,641.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -3.2% | +4.2% | -7.4% | -4.5% |
| 30D | +6.3% | +10.4% | -4.0% | +3.0% |
| 3M | +21.1% | +15.1% | +6.0% | +15.1% |
| 6M | +20.6% | +120.9% | -100.3% | -7.8% |
| YTD | +32.4% | +57.9% | -25.5% | +11.0% |
| 1Y | +8.8% | +30.6% | -21.7% | -3.9% |
| 3Y | -13.7% | -9.6% | -4.1% | -18.5% |
| 5Y | -35.2% | +1.6% | -36.8% | -42.5% |
| 10Y | +281.8% | +146.4% | +135.4% | +135.6% |
| All | +2,894.9% | +1,253.5% | +1,641.4% | +785.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling